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  • Search: subject:"Nonlinear dynamical models"
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Bootstrap resampling 1 Confidence band 1 Hypothesis test 1 Latent variable 1 Local maximum likelihood estimation 1 Nonlinear dynamical models 1 Structural equation models 1
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Lee, Sik-Yum 1 Zhang, Wenyang 1
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Quantitative Finance 1
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Nonlinear dynamical structural equation models
Zhang, Wenyang; Lee, Sik-Yum - In: Quantitative Finance 9 (2009) 3, pp. 305-314
Structural equation models (SEMs) have been widely used in behavioural, educational, medical and socio-psychological research for exploring and confirming relations among observed and latent variables. In the existing SEMs, the unknown coefficients in the measurement and structural equations are...
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